Hi. Check if the MP3 file appears on your Media Library. Alternatively, you can check the "source code" of the post featuring the "Post by voice". In any case, the filename would look like: mayavision2012.files.wordpress.com/yyyy/mm/title-of-the-post.mp3

Ok. I do have them in my Media Library but I don't see any option for downloading them. When I right-click the image of the audio, it simply copies the image, not the actual audio. Help is much appreciated, thank you!

From the media library, hover over the file in question and click on View beneath it. It will take you to a page on your blog that will look like a post. Click on the name under the "post title" (when you hover over it, the status bar on your browser should indicate a filename ending in .mp3). That is what you need to save.